Well, we know what President Obama will have in his DVD player this week.

Leonardo DiCaprio and Martin Scorsese reportedly headed to the White House on Wednesday to personally deliver the Commander in Chief a screener of “The Wolf of Wall Street.”

Before heading to DC, DiCaprio was at a Four Seasons restaurant lunch for the film with the rest of the cast — including Margot Robbie, who dished to us that her steamy sex scenes with Leo on-screen were actually “the least romantic thing.”

“The whole thing ended up being quite comical,” said Robbie, whose love scene with Leo involves a barking dog on their bed.

“We [had to] entice this dog to jump in the bed and bite at Leo’s feet . . . so we had dog trainers at the end of the bed [with] dog treats . . . we’re putting chicken liver on Leo’s toes. We’re in a small room, it’s hot, it’s sweaty, it smells like dog food.”

Leo and his “Wolf” pack had been at a premiere of the film the night before at the Ziegfeld, and he showed up at a Roseland Ballroom after-party with a posse of pals including Orlando Bloom, Tobey Maguire, Lukas Haas, Kevin Connolly and Jonah Hill. They then continued to party at Tao Downtown before capping off the night at 1Oak.

Reps for the White House, DiCaprio and Scorsese didn’t get back to us about the DC visit.